-15.8%
KHC vs ROKU
-41.8%
+26.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +1.1% | +3.5% | -2.4% | +1.1% |
| 30D | +12.0% | +5.1% | +6.9% | +11.9% |
| 3M | +0.2% | +7.0% | -6.8% | +0.1% |
| 6M | +10.3% | +25.4% | -15.1% | +10.1% |
| YTD | +6.7% | +48.0% | -41.2% | +6.3% |
| 1Y | +10.9% | +53.1% | -42.3% | +10.4% |
| 3Y | -12.6% | +92.7% | -105.3% | -13.5% |
| All | -15.8% | -41.8% | +26.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROKU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling